+47.9%
ADP vs TPR
-4.2%
+52.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -5.9% | +1.4% |
| 7D | +7.4% | +13.9% | -6.5% | +7.9% |
| 30D | +17.1% | +14.9% | +2.1% | +17.8% |
| 3M | +14.4% | -15.4% | +29.8% | +11.2% |
| 6M | +47.9% | -4.5% | +52.4% | +48.0% |
| All | +47.9% | -4.2% | +52.0% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded TPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling